Continuous Distributions

1
Uniform Distribution: X ∈ U(a, b), a < b, if its pdf is f (x) = , x ∈ [a, b].
b−a

(x − µ)2
1 −
Normal Distribution: X ∈ N (µ, σ), µ ∈ IR, σ > 0, if its pdf is f (x) = √ e 2σ 2 , x ∈ IR.
σ 2π

x2
1 −
Standard (Reduced) Normal Distribution: X ∈ N (0, 1), if its pdf is f (x) = √ e 2 , x ∈ IR.
2π

x
1 a−1
−
Gamma Distribution: X ∈ Gamma(a, b), a, b > 0, if its pdf is f (x) = x e b , x > 0.
Γ(a)ba
Z∞
 
 Γ(a) = xa−1 e−x dx , a > 0 
0

Exponential Distribution: X ∈ Exp(λ) = Gamma(1, 1/λ), λ > 0, if its pdf is f (x) = λe−λx , x > 0.

χ2 Distribution: X ∈ χ2 (n) = Gamma(n/2, 2), n ∈ IN, if its pdf is

1 n x
f (x) = n
  x 2 −1 e− 2 , x > 0.
n
2 Γ 2
2

  !− n+1
Γ n+1
2 x2 2
Student (T) Distribution: X ∈ T (n), n ∈ IN, if its pdf is f (x) = √   1+ , x ∈ IR.
nπ Γ n2 n

1
Beta Distribution: X ∈ Beta(a, b), a, b > 0, if its pdf is f (x) = xa−1 (1 − x)b−1 , x ∈ [0, 1].
β(a, b)
Z1
 
 β(a, b) = xa−1 (1 − x)b−1 dx , a, b > 0 
0

1
Cauchy Distribution: X ∈ Cauchy(a, b), a ∈ IR, b > 0, if its pdf is f (x) = "  # , x ∈ IR.
x−a 2

πb 1 +
b

Fisher (F) Distribution: X ∈ F (m, n), m, n ∈ IN, if its pdf is

m
1 m − m+n

2 m

f (x) =   x 2 −1 1 + m
n
x 2
, x > 0.
β m n
, n
2 2